The Midland Continental Railroad Depot is the only remaining depot of the railroad which was to connect Canada to the Gulf Coast. The depot was once home to renowned jazz singer, Peggy Lee (Norma Egstrom), from 1934-1937 when her father was the depot agent there. The depot is filled with exhibits that tell the story of the Midland Continental and trace the career of Peggy Lee and her connection to Wimbledon.